+459.7%
CMS vs BHP
+7,909.4%
-7,449.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | +0.4% | -2.9% | +3.3% | +0.9% |
| 30D | -3.6% | +3.4% | -7.0% | -4.3% |
| 3M | -1.9% | +4.1% | -6.0% | -3.1% |
| 6M | -11.0% | +20.6% | -31.6% | -14.8% |
| YTD | +0.2% | +56.1% | -55.9% | -9.0% |
| 1Y | -1.3% | +69.6% | -70.9% | -12.1% |
| 3Y | +35.9% | +78.8% | -42.9% | +18.4% |
| 5Y | +23.1% | +113.1% | -90.0% | +1.3% |
| 10Y | +117.9% | +505.9% | -388.0% | +38.2% |
| All | +459.7% | +7,909.4% | -7,449.7% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling